Research graph
References from Tests of equal forecast accuracy and encompassing for nested models. Local targets link to admitted publications; unresolved targets remain external evidence.
Terms of trade and real exchange rates: the Canadian evidence
10.1016/0261-5606(94)00016-t · 1995 · External reference
Tests for parameter instability and structural change with unknown change point
10.2307/2951764 · 1993 · External reference
Optimal tests when a nuisance parameter is present only under the alternative
10.2307/2951753 · 1994 · External reference
A new technique for postsample model selection and validation
10.1016/s0165-1889(97)00085-7 · 1998 · External reference
Advertising and aggregate consumption: an analysis of causality
10.2307/1912176 · 1980 · External reference
10.1162/003465301750160054
10.1162/003465301750160054 · External reference
Unresolved reference
External reference
10.3386/w5161
10.3386/w5161 · External reference
10.1017/s1365100501023070
10.1017/s1365100501023070 · External reference
Banking on currency forecasts: how predictable is change in money?
10.1016/0022-1996(94)01334-o · 1995 · External reference
Econometric evaluation of linear macroeconomic models
10.2307/2297611 · 1986 · External reference
Finite-sample properties of tests for equal forecast accuracy
10.1002/(sici)1099-131x(199912)18:7<489::aid-for727>3.0.co;2-g · 1999 · External reference
Unresolved reference
External reference
10.1016/s0304-4076(01)00086-0
10.1016/s0304-4076(01)00086-0 · External reference
Comparing predictive accuracy
10.2307/1392185 · 1995 · External reference
Forecasting output with the composite leading index: a real time analysis
10.2307/2290388 · 1991 · External reference
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration
10.1016/0161-8938(92)90017-7 · 1992 · External reference
A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
10.2307/2526844 · 1990 · External reference
Unresolved reference
1977 · External reference
Testing for a unit root in time series with pretest databased model selection
10.2307/1392214 · 1994 · External reference
Convergence to stochastic integrals for dependent heterogeneous processes
10.1017/s0266466600013189 · 1992 · External reference
Testing the equality of prediction mean squared errors
10.1016/s0169-2070(96)00719-4 · 1997 · External reference
Tests for forecast encompassing
10.2307/1392581 · 1998 · External reference
10.1002/(sici)1099-1255(199909/10)14:5<491::aid-jae527>3.0.co;2-d
10.1002/(sici)1099-1255(199909/10)14:5<491::aid-jae527>3.0.co;2-d · External reference
The fed funds futures rate as a predictor of Federal Reserve policy
10.1002/(sici)1096-9934(199612)16:8<865::aid-fut2>3.0.co;2-k · 1996 · External reference
Modified Wald tests under nonregular conditions
10.1016/s0304-4076(96)00015-2 · 1997 · External reference
Exchange rates and fundamentals: evidence on long-horizon predictability
1995 · External reference
Robust out of sample inference
10.1016/s0304-4076(00)00022-1 · 2000 · External reference
Unresolved reference
External reference
Empirical exchange rate models of the seventies: do they fit out of sample?
10.1016/0022-1996(83)90017-x · 1983 · External reference
Was it real? The exchange rate-interest differential relation over the modern floating-rate period
10.2307/2328144 · 1988 · External reference
Unit root rests in ARMA models with data-dependent methods for the selection of the truncation lag
10.2307/2291151 · 1995 · External reference
The NAIRU, unemployment and monetary policy
10.1257/jep.11.1.33 · 1997 · External reference
Forecasting inflation
10.1016/s0304-3932(99)00027-6 · 1999 · External reference
Asymptotic inference about predictive ability
10.2307/2171956 · 1996 · External reference
10.1198/07350010152472580
10.1198/07350010152472580 · External reference
10.1016/s0304-4076(01)00078-1
10.1016/s0304-4076(01)00078-1 · External reference
Regression-based tests of predictive ability
10.2307/2527340 · 1998 · External reference
A reality check for data snooping
10.1111/1468-0262.00152 · 2000 · External reference
